+210.5%
ALLE vs RRC
+72.2%
+138.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | -0.8% | -0.5% | -0.4% | -0.8% |
| 30D | +27.4% | +25.2% | +2.2% | +24.5% |
| 3M | +13.8% | +27.8% | -14.0% | +11.1% |
| 6M | +45.5% | +27.2% | +18.3% | +41.8% |
| YTD | +21.4% | +48.2% | -26.8% | +16.4% |
| 1Y | +15.4% | +34.7% | -19.3% | +11.5% |
| 3Y | +91.7% | +62.2% | +29.5% | +80.4% |
| 5Y | +54.5% | +130.9% | -76.4% | +38.3% |
| 10Y | +210.5% | +73.4% | +137.1% | +150.0% |
| All | +210.5% | +72.2% | +138.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling